+4,542.6%
GLW vs RRC
+1,202.2%
+3,340.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.8% |
| 7D | +3.8% | +1.3% | +2.5% | +3.6% |
| 30D | -1.3% | +10.1% | -11.5% | -2.5% |
| 3M | -21.8% | +4.0% | -25.8% | -22.4% |
| 6M | +6.9% | +1.6% | +5.3% | +6.1% |
| YTD | +77.2% | +19.7% | +57.4% | +72.4% |
| 1Y | +123.2% | +21.4% | +101.8% | +116.4% |
| 3Y | +400.0% | +29.7% | +370.3% | +377.5% |
| 5Y | +342.8% | +153.9% | +188.9% | +282.6% |
| 10Y | +771.4% | +10.8% | +760.6% | +635.5% |
| All | +4,542.6% | +1,202.2% | +3,340.4% | +3,162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling